+226.8%
SOXX vs IVV
+77.4%
+149.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +0.1% |
| 7D | +1.4% | -0.8% | +2.2% | +3.0% |
| 30D | -3.6% | -1.1% | -2.5% | -1.5% |
| 3M | -10.2% | +3.9% | -14.1% | -16.1% |
| 6M | +54.2% | +13.6% | +40.6% | +22.9% |
| YTD | +75.2% | +12.7% | +62.5% | +42.3% |
| 1Y | +107.5% | +17.6% | +89.9% | +56.8% |
| 3Y | +226.8% | +77.3% | +149.5% | +24.3% |
| All | +226.8% | +77.4% | +149.4% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling